Bootstrapping stationary ARMA-GARCH models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden
Vieweg+Teubner
2010
|
| Edition: | 1. ed. |
| Subjects: | |
| Online Access: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UER01 UPA01 Volltext |
| Physical Description: | 1 Online-Ressource |
| ISBN: | 9783834897787 |
| DOI: | 10.1007/978-3-8348-9778-7 |
Staff View
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Record in the Search Index
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| author_GND | (DE-588)140392475 |
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| isbn | 9783834897787 |
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| spelling | Shimizu, Kenichi Verfasser (DE-588)140392475 aut Bootstrapping stationary ARMA-GARCH models Kenichi Shimizu 1. ed. Wiesbaden Vieweg+Teubner 2010 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Zugl.: Braunschweig, Techn. Univ., Diss., 2009 Mathematik Mathematics Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf ARMA-Modell (DE-588)4002933-5 gnd rswk-swf GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content ARMA-Modell (DE-588)4002933-5 s GARCH-Prozess (DE-588)4346436-1 s Bootstrap-Statistik (DE-588)4139168-8 s DE-604 https://doi.org/10.1007/978-3-8348-9778-7 Verlag Volltext |
| spellingShingle | Shimizu, Kenichi Bootstrapping stationary ARMA-GARCH models Mathematik Mathematics Bootstrap-Statistik (DE-588)4139168-8 gnd ARMA-Modell (DE-588)4002933-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| subject_GND | (DE-588)4139168-8 (DE-588)4002933-5 (DE-588)4346436-1 (DE-588)4113937-9 |
| title | Bootstrapping stationary ARMA-GARCH models |
| title_auth | Bootstrapping stationary ARMA-GARCH models |
| title_exact_search | Bootstrapping stationary ARMA-GARCH models |
| title_full | Bootstrapping stationary ARMA-GARCH models Kenichi Shimizu |
| title_fullStr | Bootstrapping stationary ARMA-GARCH models Kenichi Shimizu |
| title_full_unstemmed | Bootstrapping stationary ARMA-GARCH models Kenichi Shimizu |
| title_short | Bootstrapping stationary ARMA-GARCH models |
| title_sort | bootstrapping stationary arma garch models |
| topic | Mathematik Mathematics Bootstrap-Statistik (DE-588)4139168-8 gnd ARMA-Modell (DE-588)4002933-5 gnd GARCH-Prozess (DE-588)4346436-1 gnd |
| topic_facet | Mathematik Mathematics Bootstrap-Statistik ARMA-Modell GARCH-Prozess Hochschulschrift |
| url | https://doi.org/10.1007/978-3-8348-9778-7 |
| work_keys_str_mv | AT shimizukenichi bootstrappingstationaryarmagarchmodels |